Put the butter, garlic cloves, rosemary leaves, lemon juice and anchovies into a small food processor and blend until get a paste.
Make a few slits into the meat. Rub the paste all over the lamb pushing it into the cuts.
Heat the oven to 200C.
Cut the lemon and onion into circles then lay these in the base of a roasting dish. Put the lamb on top. Season with salt and pepper.
Roast for 20 minutes then take the lamb out of the oven and baste it with the pan juices and pour the wine into the bottom of the dish. Cover the dish with foil.
Turn down the oven 170C.
Roast for another 30-40 minutes, depending on how well cooked you like your lamb. Baste the lamb a couple times whilst roasting.
Transfer the lamb to a plate, cover and rest for 15 minutes.
Meanwhile, make a nice gravy from the pan juices.